Fable 2: duh, lack of boss fight, and/or closure
Assasin's Creed: interesting ideas for final boss, but extremely rushed after it's done
Bioshock: either I'm a saint, or evil incarnate? Given the state of the city, you'd think there would be more room for loose, yet understandable, morals.
LOZ: Wind Waker- While I loved how the game ended, seeing as it made for a fitting chronological "end" to the traditional Zelda series, I hated how all that work was quickly undone by Phantom Hourglass...crappy bad guy, and suddenly, Link has to relearn to use a sword after he's beaten Ganondorf?
Majora's Mask: While game was great, and story was unique, main problem here is: the reason why Link first entered the Lost Woods at the beginning (to find an old friend, presumably Navi) is never touched on again, and is forgotten. That, and I'd like a game to explain what the heck happened between Majora's Mask and Wind Waker that caused all the turmoil...since they are part of the exact same Zelda timeline.
Shadow the Hedgehog: Stop trying to create new beginnings for Shadow...he's the Ultimate Life Form created on ARK to protect humanity...that's all we need